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Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics
13 references·3 citing·48 second hop
Interest Rate Risk and Other Determinants of Post-WWII US Government Debt/GDP Dynamics (2011)Interest Rate Risk and Other Determinants…The Impact of Debt Levels and Debt Maturity on Inflation (2012)The Impact of Debt Levels and…National Income and Product Accounts (2012)National Income and Product A…Using inflation to erode the US public debt (2011)Using inflation to erode the …The TIPS Yield Curve and Inflation Compensation (2009)The TIPS Yield Curve and Infl…Fiscal hedging with nominal assets (2008)Fiscal hedging with nominal a…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…The TIPS Yield Curve and Inflation Compensation (2007)The TIPS Yield Curve and Infl…Are Phillips Curves Useful for Forecasting Inflation? (2001)Are Phillips Curves Useful fo…Recursive Macroeconomic Theory (2000)Recursive Macroeconomic TheorySpline Methods for Extracting Interest Rate Curves from Coupon Bond Prices (1998)Spline Methods for Extracting…How Real is The Federal Deficit? (1987)How Real is The Federal Defic…Some Unpleasant Monetarist Arithmetic (1984)Some Unpleasant Monetarist Ar…Optimal fiscal and monetary policy in an economy without capital (1983)Optimal fiscal and monetary p…Does Austerity Pay Off? (2019)Does Austerity Pay Off?Income Distribution, Household Debt, and Aggregate Demand: A Critical Assessment (2018)Income Distribution, Househol…Dealing with debt (2015)Dealing with debtOn the Determination of the Public Debt (1979)Inflation Crises and Long-Run Growth (1995)Tax Avoidance and the Deadweight Loss of the Income Tax (1999)Inflating Away the Public Debt? An Empirical Assessment (2014)Sovereign Debt in the 21st Century (2021)Sovereign Debt in the Twenty-first Century (2023)Myopia and Inconsistency in Dynamic Utility Maximization (1955)Myopia and Inconsistency in Dynamic Utility Maximization (1973)A Positive Theory of Fiscal Deficits and Government Debt (1990)Monetary Theory and Policy (1999)A Unified Framework for Monetary Theory and Policy Analysis (2005)THE TAX‐ADJUSTED YIELD CURVE (1975)Fitting The Term Structure of Interest Rates With Smoothing Splines (1995)Testing term structure estimation methods (1996)Interest Rate Risk and Other Determinants of Post-WWII U.S. Government Debt/GDP Dynamics (2010)The determinants of sovereign credit spread changes in the Euro-zone (2011)Information in the Term Structure of Yield Curve Volatility (2016)Nobel Lecture: Inflation and Unemployment (1977)Parsimonious Modeling of Yield Curves (1987)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Macroeconomics and the Term Structure (2012)Forecasting Inflation (2013)Should Macroeconomic Forecasters Use Daily Financial Data and How? (2013)Why Are Stabilizations Delayed?The monetary dynamics of hyperinflation (1956)Money and Economic Growth (1965)Equilibria under ‘active’ and ‘passive’ monetary and fiscal policies (1991)The Role of Monetary Policy (1995)Presidential Address: Discount Rates (2011)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)Aggregate Dynamics and Staggered Contracts (1980)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Disagreement about Inflation Expectations (2003)Globalisation and Inflation: New Cross-Country Evidence on the Global Determinants of Domestic Inflation (2007)Inflation-Gap Persistence in the US (2009)Search-Theoretic Models of the Labor Market: A Survey (2005)Default Risk and Income Fluctuations in Emerging Economies (2007)Growth Based on Increasing Returns Due to Specialization (2016)Finite lifetimes and the effects of budget deficits on national saving (1987)FISCAL DEFICITS AND MACROECONOMIC PERFORMANCE IN DEVELOPING COUNTRIES (1993)THE BUDGET DEFICIT AND ECONOMIC PERFORMANCE: A SURVEY (2005)Inflation Risk and the Inflation Risk Premium (2010)The TIPS‐Treasury Bond Puzzle (2013)Convective Risk Flows in Commodity Futures Markets (2014)
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References

  • 1983Optimal fiscal and monetary policy in an economy without capital1,877 cited
  • 2000Recursive Macroeconomic Theory1,589 cited
  • 1984Some Unpleasant Monetarist Arithmetic1,486 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 2001Are Phillips Curves Useful for Forecasting Inflation?731 cited
  • 2009The TIPS Yield Curve and Inflation Compensation365 cited
  • 2007The TIPS Yield Curve and Inflation Compensation163 cited
  • 1987How Real is The Federal Deficit?155 cited
  • 2011Using inflation to erode the US public debt140 cited
  • 1998Spline Methods for Extracting Interest Rate Curves from Coupon Bond Prices123 cited
  • 2008Fiscal hedging with nominal assets122 cited
  • 2012National Income and Product Accounts82 cited
  • 2012The Impact of Debt Levels and Debt Maturity on Inflation54 cited

Cited by

  • 2015Dealing with debt101 cited
  • 2019Does Austerity Pay Off?81 cited
  • 2018Income Distribution, Household Debt, and Aggregate Demand: A Critical Assessment

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19 cited